+192.9%
NRG vs SIMO
+287.2%
-94.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.5% | +1.3% | -2.4% |
| 7D | -0.2% | +12.5% | -12.7% | -2.3% |
| 30D | -6.8% | +18.4% | -25.2% | -9.8% |
| 3M | -7.1% | +5.6% | -12.7% | -9.7% |
| 6M | -27.6% | +116.9% | -144.5% | -40.6% |
| YTD | -29.2% | +188.4% | -217.6% | -46.6% |
| 1Y | -29.9% | +221.3% | -251.2% | -48.7% |
| 3Y | +198.7% | +438.6% | -239.9% | +90.6% |
| 5Y | +192.9% | +287.9% | -95.0% | +94.8% |
| All | +192.9% | +287.2% | -94.3% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling